Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 4 296 1 8 45 1,444
A complementary test for ADF test with an application to the exchange rates returns 0 0 5 223 3 9 63 1,203
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 4 29 1 3 19 82
Are Asian Real Exchange Rates Stationary? 0 1 6 402 2 10 39 985
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 191 0 2 13 555
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 5 11 22 883 9 23 69 2,431
Calendar anomalies in the Malaysian stock market 0 1 8 331 2 7 28 1,017
Day-of-the-week effects in selected East Asian stock markets 2 7 39 160 8 32 136 459
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 3 6 9 51 3 8 29 126
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 2 4 82 1 7 26 243
Early warning indicator of economic vulnerability 2 6 26 80 3 16 59 123
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 5 9 317
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 4 208 0 2 14 712
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 2 15 51 2,121 12 44 210 7,117
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 1 5 270 1 6 34 1,169
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 300 2 6 36 1,575
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 2 3 16 1,651 5 14 77 4,326
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 1 4 21 1,172 2 13 70 3,169
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 4 26 89 2,903 23 118 357 10,362
Fisher hypothesis: East Asian evidence from panel unit root tests 0 3 4 94 1 6 15 189
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 1 4 416 1 3 30 1,321
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 5 15 43 121 23 66 189 511
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 3 5 93 1 8 42 508
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 4 25 450 0 16 74 1,418
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 2 182 2 4 18 862
Income convergence: fresh evidence from the Nordic countries 0 0 2 42 0 5 18 128
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 2 87 2 3 19 240
International Diversification Benefits in ASEAN Stock Markets: a Revisit 2 4 6 567 5 9 29 2,135
Is Money Neutral In Stock Market? The Case of Malaysia 0 4 6 57 2 10 34 158
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 3 71 2 6 24 190
Linearity and stationarity of G7 government bond returns 1 1 1 14 2 4 16 65
Linearity and stationarity of South Asian real exchange rates 0 0 2 93 3 5 20 243
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 2 4 9 74 2 10 39 199
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 4 10 11 2 12 46 49
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 4 19 172 2 12 65 437
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 2 5 117 1 5 14 286
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 2 199 0 3 15 471
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 1 2 4 479 1 2 16 1,072
On Autoregressive Order Selection Criteria 0 2 13 592 1 7 45 1,625
On Singaporean Dollar and Purchasing Power Parity 0 1 4 236 2 7 37 1,516
On Singaporean Dollar and Purchasing Power Parity 0 0 2 93 2 5 24 530
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 1 1 1 162 5 16 49 1,558
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 266 6 12 39 1,831
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 2 4 45 3 8 25 150
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 5 5 2 6 27 28
Real interest rate parity: evidence from East Asian economies relative to China 0 0 3 175 1 4 34 545
Real interest rates equalization: The case of Malaysia and Singapore 0 1 7 202 1 6 35 990
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 3 11 71 2 9 51 219
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 3 16 85 5 20 71 294
Testing for Non-Linearity in ASEAN Financial Markets 0 0 3 275 0 3 18 693
Testing nonlinear convergence in Malaysia,1965-2003 0 0 1 58 2 3 14 145
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 3 5 395 6 12 46 1,359
The Predictability of ASEAN-5 Exchange Rates 1 2 8 356 2 5 23 999
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 1 1 3 297 2 5 28 761
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 4 164 5 10 35 654
Time series modelling and forecasting of Sarawak black pepper price 0 2 11 147 2 14 65 705
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 2 9 215
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 2 5 30 1,574 11 32 152 7,337
Total Working Papers 41 162 603 19,890 191 708 2,883 70,051


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 1 2 6 60 3 10 35 181
Applied International Business Conference 2008 0 0 0 0 1 2 10 10
Are Asian real exchange rates stationary? 0 1 2 124 0 2 18 380
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 1 5 26 49 2 13 56 122
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 2 18 263
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 1 5 23 1 6 24 64
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 4 11 15 2 26 96 104
Day-of-the-week effects in Selected East Asian stock markets 2 3 6 9 2 5 27 34
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 2 5 7 30 4 8 17 63
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 1 2 3 1 9 25 30
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 4 4 1 2 14 16
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 1 3 5 1 6 23 28
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 5 217 2 5 23 681
Impact of foreign direct investment volatility on economic growth of asean-5 countries 2 8 37 227 3 27 121 517
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 3 3 0 2 17 17
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 0 1 13 57
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 1 4 20 514
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 1 8 8
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 5 66 2 12 43 244
Is money neutral in stock market? The case of Malaysia 0 1 10 74 2 8 43 226
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 5 24 50 2 8 66 114
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 4 36 3 5 34 128
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 2 5 14 95
Linearity and stationarity of G7 government bond returns 0 0 2 34 1 5 25 113
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 1 2 9 18 2 6 28 80
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 3 14 54 595
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 2 2 52 2 7 20 125
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 1 2 14 228
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 4 16 4 8 28 68
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 2 5 6 1 6 22 27
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 4 18 311
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 1 84 1 4 17 277
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 4 9 17 23 7 19 51 73
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 2 29 0 1 9 116
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 5 20 307
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 0 30 1 5 15 103
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 2 14 96 2 8 46 234
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 2 49 0 1 21 192
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 4 131 3 6 28 571
Time series test of nonlinear convergence and transitional dynamics 0 0 2 50 1 2 18 139
Which Lag Length Selection Criteria Should We Employ? 9 46 104 107 36 205 455 473
Total Journal Articles 23 100 328 1,745 102 477 1,654 7,928


Statistics updated 2014-07-03